Quantum finance path integrals and Hamiltonians for options and Interest Rates 1st Edition by Belal Baaquie 0521714788 9780521840453
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Product details:
ISBN 10: 0521714788
ISBN 13: 9780521840453
Author: Belal E. Baaquie
This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.
Table of contents:
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Synopsis
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Introduction to Finance
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Derivative Securities
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Hamiltonians and Stock Options
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Path Integrals and Stock Options
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Stochastic Interest Rates’ Hamiltonians and Path Integrals
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Quantum Field Theory of Forward Interest Rates
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Empirical Forward Interest Rates and Field Theory Models
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Field Theory of Treasury Bonds’ Derivatives and Hedging
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Field Theory Hamiltonian of Forward Interest Rates
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Conclusions
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Tags: Belal Baaquie, Quantum, finance, integrals